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	param	t-stat
$ω$	2.5035	3.91
$α$	0.0886	10.26
$β$	0.9059	102.59
$γ_{1}$	0.0133	0.50
$γ_{2}$	0.0534	1.40
$γ_{3}$	-0.1453	-5.72
$γ_{4}$	0.1181	6.03
$γ_{5}$	-0.0441	-2.89
$γ_{6}$	0.0011	0.10

V-Lab

Mauritian Rupee Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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